-27.2%
CCL vs MTZ
+31.7%
-58.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.3% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -19.0% | -14.8% | -4.1% | -16.5% |
| 3M | -13.1% | -30.8% | +17.7% | -9.0% |
| 6M | -13.3% | -22.6% | +9.3% | -14.0% |
| YTD | -25.2% | +6.8% | -32.1% | -31.8% |
| 1Y | -27.2% | +22.1% | -49.3% | -34.4% |
| All | -27.2% | +31.7% | -58.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling